Shade Smooth Render Lines
Of course you can smooth only some faces.  

Manual way:
In Edit mode, select your faces and go to Mesh > Shading > Smooth faces.
this will only affect selected faces.


Automatic way:
Go to Object Data tab, and check Auto Smooth option.
You can set how sharp edges wil be affected.
Your object needs to be set to Smooth Shading for this to work.


You can still manually mark edges you want as sharp.
Just select your edges and go to Edge > Mark Sharp.